Thor is the Asgardian God of Thunder and the son of Odin, the All-Father of Asgard , the Elder Earth-Goddess. Combining the power of both worlds, Thor is arguably the greatest and mightiest defender of both . Armed with his powerful enchanted hammer Mjolnir, Thor is the mightiest warrior of Asgard, a founding member of the Avengers and one of the strongest, most powerful beings on Earth.

They don't really have too much in the way of similarities aside from being two of the top-tier bricks of their respective universes. At their base stats they might be similar (superhuman strength, speed and durability, flight, etc), but then that’s true of all characters in this bracket. There, really, the similarities end.

Thor is a God, the son of a skyfather and an elder goddess. Shazam is a human kid powered by gods, later retconned to be elder mages. Thor is the god of thunder and therefore commands the storms, and Shazam can call down lightning, though originally it was not an offensive capability. Realistically, plot wise, story wise or anything else, aside from their base roles, there is really nothing similar about these two.

In the early Thor Comics when Donald Blake had to turn into Thor they had a vague similarity in that a frail person gains the powers of the gods. And both did change via a lightning strike, outside of that they aren't very similar